So, if you are considering implementing something using NSURLConnection: take a moment to make sure you will never talk to a server expecting you to authenticate via NTLM (which is IIS as near as I can tell) before you waste two evenings doing it.

That being said, NSURLConnection is really cool and I wish I could use it.

For my next trick, figure out how to do this with CFHTTPMessage, which does provide kCFHTTPAuthenticationSchemeNTLM for authentication.